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Nonparametric Estimation of a Dependent Competing Risks Model for Unemployment Durations

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  • van den Berg, Gerard J
  • van Lomwel, A Gijsbert C
  • van Ours, Jan C

Abstract

In this Paper we simultaneously analyse transitions from unemployment to employment and to non-participation. We estimate a dependent competing risks model with non-parametric specifications of the destination-specific duration dependence and unobserved heterogeneity terms, allowing for mutual dependence of the unobserved heterogeneity terms. We use a unique population data set of French unemployment over the period 1988-94, stratified by gender type, duration class and exit state.

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Bibliographic Info

Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 4120.

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Date of creation: Nov 2003
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Handle: RePEc:cpr:ceprdp:4120

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Keywords: duration dependence; exit rate; hazard rate; non-participation; unobserved heterogeniety;

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References

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  1. Abbring, Jaap H & van den Berg, Gerard J & van Ours, Jan C, 1995. "The Anatomy of Unemployment Dynamics," CEPR Discussion Papers 1202, C.E.P.R. Discussion Papers.
  2. Flinn, Christopher J & Heckman, James J, 1983. "Are Unemployment and Out of the Labor Force Behaviorally Distinct Labor Force States?," Journal of Labor Economics, University of Chicago Press, vol. 1(1), pages 28-42, January.
  3. Machin, Stephen & Manning, Alan, 1999. "The causes and consequences of longterm unemployment in Europe," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 47, pages 3085-3139 Elsevier.
  4. Berg, G. van den & Ours, J.C. van, 1996. "Unemployment dynamics and duration dependence," Open Access publications from Tilburg University urn:nbn:nl:ui:12-86874, Tilburg University.
  5. Gerard J, Van den Berg & Bas Van der Klmaauw, 1998. "Combining Micro and Macro Unemployment Duration Data," Working Papers 98-58, Centre de Recherche en Economie et Statistique.
  6. Van den Berg, Gerard J., 2000. "Duration Models: Specification, Identification, and Multiple Durations," MPRA Paper 9446, University Library of Munich, Germany.
  7. van den Berg, Gerard J & van Ours, Jan C, 1996. "Unemployment Dynamics and Duration Dependence," Journal of Labor Economics, University of Chicago Press, vol. 14(1), pages 100-125, January.
  8. Jaap H. Abbring & Gerard J. van den Berg, 2003. "The identifiability of the mixed proportional hazards competing risks model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 701-710.
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Cited by:
  1. Agne Lauzadyte, 2007. "A Statistical Programme Assignment Model," Economics Working Papers 2007-18, School of Economics and Management, University of Aarhus.
  2. Daniela-Emanuela Dănăcică, 2011. "Incidence And Unemployment Duration In The Oltenia Region," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 2, pages 42-55, May.

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